It actually does work!:) My bad.
After trying to executing it the first time, go to System Pref --> Security & Privacy --> General and click in the bottom right corner to allow CoreLocationCLI to run. Execute it ones more, it should now run.
I think this needs to be documented in the README.
See https://github.com/fulldecent/corelocationcli/issues/27#issuecomment-542462588
I think this needs to be documented in the README.